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kimosabe
Posts: 4
Joined: November 25th, 2003, 12:24 pm

open-source collab project?

September 30th, 2011, 9:40 am

QuoteOriginally posted by: semanticum...I vote for a license which allows commercial use.DominikSeconded.
 
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semanticum
Posts: 2
Joined: March 28th, 2007, 8:01 am

open-source collab project?

September 30th, 2011, 11:31 am

I did a short summary of this discussion in this Google Doc:qFin SummaryAnyone with the link above can modify it. Please feel free to update and extend this document as it is far from being complete.Dominik
 
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kimosabe
Posts: 4
Joined: November 25th, 2003, 12:24 pm

open-source collab project?

September 30th, 2011, 12:14 pm

QuoteOriginally posted by: semanticumI did a short summary of this discussion in this Google Doc:qFin SummaryAnyone with the link above can modify it. Please feel free to update and extend this document as it is far from being complete.DominikKimosabe like qFin, but Mr. Google say too many white men take name already. I looked at quafin, but the urban dictionary gives: when your boys get to hype and start talking reckless. That may indeed turn out to be an appropriate name. At BofA Peter Carr came up with the name QED for our group: Quantitative Equity Derivatives. qedlib.com is available, but this library is not only about equity derivatives.Maybe naflib? It reflects the layers of the project numerics, analytics, and finance. I call my homegrown library fms - finance, mathematics, software. One thing I think should definitely go in the charter is 'eschew complexity'. It is a constant struggle to keep things simple. Let's to stick to a tight, clean core and provide a mechanism for people to fork off on their own, see how things work out, then fold the good stuff back into the core. Hg and git seem to be good choices for doing this.
 
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semanticum
Posts: 2
Joined: March 28th, 2007, 8:01 am

open-source collab project?

September 30th, 2011, 12:19 pm

QuoteOriginally posted by: kimosabeQuoteOriginally posted by: semanticumI did a short summary of this discussion in this Google Doc:qFin SummaryAnyone with the link above can modify it. Please feel free to update and extend this document as it is far from being complete.DominikKimosabe like qFin, but Mr. Google say too many white men take name already. I looked at quafin, but the urban dictionary gives: when your boys get to hype and start talking reckless. That may indeed turn out to be an appropriate name. At BofA Peter Carr came up with the name QED for our group: Quantitative Equity Derivatives. qedlib.com is available, but this library is not only about equity derivatives.Maybe naflib? It reflects the layers of the project numerics, analytics, and finance. I call my homegrown library fms - finance, mathematics, software. One thing I think should definitely go in the charter is 'eschew complexity'. It is a constant struggle to keep things simple. Let's to stick to a tight, clean core and provide a mechanism for people to fork off on their own, see how things work out, then fold the good stuff back into the core. Hg and git seem to be good choices for doing this.I like QED, but: Quantitative Engine DevelopmentMy other favorite is naflib.Dominik
 
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semanticum
Posts: 2
Joined: March 28th, 2007, 8:01 am

open-source collab project?

September 30th, 2011, 12:31 pm

outrun,Agreed, QED is too spacy.My vote goes definitely to naflib.
 
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frenchX
Posts: 11
Joined: March 29th, 2010, 6:54 pm

open-source collab project?

September 30th, 2011, 2:12 pm

My very humble opinion from a non computer guy. Naflib sounds a bit weird.
Last edited by frenchX on September 29th, 2011, 10:00 pm, edited 1 time in total.
 
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frenchX
Posts: 11
Joined: March 29th, 2010, 6:54 pm

open-source collab project?

September 30th, 2011, 3:25 pm

Well you point the thing. Naflib sounds really like Nafnaflib which is more a name for a piggy gay library (cause of Nafnaf the clothes in pink). I was thinking about Fanlib but it sounds really like a teenager fan club. The keywords are good though Finance/Numerics and Analytics. FiNumAnLib sounds like a superhero name
 
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FinancialAlex
Posts: 1
Joined: April 11th, 2005, 10:34 pm

open-source collab project?

September 30th, 2011, 3:25 pm

another possibility for name may be FinaLib. I could not found another metion of it, and finalib.org is also available
 
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renorm
Posts: 1
Joined: February 11th, 2010, 10:20 pm

open-source collab project?

September 30th, 2011, 3:50 pm

How about QuantAnalytics, OptionToolkit or QuantToolkit?
 
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SierpinskyJanitor
Topic Author
Posts: 1
Joined: March 29th, 2005, 12:55 pm

open-source collab project?

September 30th, 2011, 3:54 pm

excuse me gents, but when I first spawned this thread, wasn´t quite thinking about "vaporware", we have indeed seen many amazing ideas, concepts, theories and highly remarkable consideratios ( in Latin ) about q-development, hardly any code at all.....did anyone else left this thread to join Kooderive?Serp,
 
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frenchX
Posts: 11
Joined: March 29th, 2010, 6:54 pm

open-source collab project?

September 30th, 2011, 4:44 pm

@Serp: Sorry sir, my mistake. You are right project first, code second and then the name and not the contrary. My 2c opinion would do that you could do things that quantlib doesn't. For example I'm not sure if the characteristic function FFT pricing method for Levy process is implemented in quantlib.
Last edited by frenchX on September 29th, 2011, 10:00 pm, edited 1 time in total.